+366.8%
FIBK vs SPY
+778.7%
-411.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | -0.6% | +0.1% | -0.6% | -0.6% |
| 3M | +7.3% | +2.0% | +5.3% | +5.0% |
| 6M | +10.4% | +13.0% | -2.6% | -2.3% |
| YTD | +13.6% | +13.5% | 0.0% | +0.2% |
| 1Y | +21.4% | +20.0% | +1.5% | +1.6% |
| 3Y | +70.8% | +77.2% | -6.3% | -0.5% |
| 5Y | +17.6% | +81.9% | -64.3% | -34.2% |
| 10Y | +94.4% | +314.1% | -219.7% | -52.1% |
| All | +366.8% | +778.7% | -411.9% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling